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<SPAN
class=807242616-01032003>Anthony,
<SPAN
class=807242616-01032003>
true
that, but it has no effect on the composite results does it? Does it
perhaps affect the speed?
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Anthony Faragasso
[mailto:ajf1111@xxxxxxxx]Sent: Saturday, March 01, 2003 7:50
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
RSCJayson, Regarding your AddToComposite
formula for sector index's: I believe the Buy=1; should read Buy=0; when
creating / scanning for the AddToComposite() function...Otherwise, when you
click the scan button The AA window will give you buy results.....
Buy=1; sym="~"+SectorID(1); isym="~i"+SectorID(1);
AddToComposite(C,"~Universe" ,"c"); AddToComposite(C,isym,"C");
AddToComposite(O,isym,"O"); AddToComposite(H,isym,"H");
AddToComposite(L,isym,"L"); AddToComposite(V/1000,isym,"V");
Anthony -------Original Message------- From:
amibroker@xxxxxxxxxxxxxxx Date: Tuesday, February 25, 2003 01:53:05 To:
1ami Subject: [amibroker] RSC All, I just picked up an
interesting article that lends itself to the threads oflast week regarding
using one set of data to influence another set. I postedthe PDF to the file
section. Those interested in Sector rotation may find itof interest. It is
geared towards Metastock users and the last part of thearticle is an ad but
for some it may be an interesting read. The concept lends itself to
Amibroker since we have the ability to easilycreate custom sector indexes.
For those interested in Sector Rotation readon, if not hit delete..........
The first step is to create a group of Sector indexes. This
custom group canbe your whole universe (database) or a filtered sub set (Nas
100, S&P etc).Place the code into AA to create the indexes by scanning
the universe ofyour choice...... Buy=1;
sym="~"+SectorID(1); isym="~i"+SectorID(1);
AddToComposite(C,"~Universe" ,"c"); AddToComposite(C,isym,"C");
AddToComposite(O,isym,"O"); AddToComposite(H,isym,"H");
AddToComposite(L,isym,"L"); AddToComposite(V/1000,isym,"V"); The
result will be a group of 13 index's, one for each sector and one forthe
complete universe. These newly created indexes will be saved in group253.
Move them to an empty watchlist. Now we have the data to calculate our
Sector Relative Strength Comparison(RSC). You can read the article
for a full description or simply add this code toAA and explore your new
watchlist........ Filter=C>0; x=Foreign("~Universe","C");
RSC=MA(ROC(C/x,13),1); AddColumn(RSC,"Today RSC");
AddColumn(Ref(RSC,-1),"Yesterday RSC"); AddColumn(Ref(RSC,-2),"2 day ago
RSC"); Sort the "Today" Column. At a glance you can easily see which
sectors areout performing the universe as a whole and more importantly you
may see ifthe sector is gaining or losing momentum. The above code reflect
RSC overthe last 3 days but by adjusting the ref statements you can explore
any timeframe you wish. The next step would be to explore stocks in
a given sector against theirindexes. Thanks to the code (script) posted by
William Peters last weekcreating the 12 Sector watch lists is now a snap.
have fun with it..... Jayson Yahoo!
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